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An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics

Katarzyna Bień-Barkowska (), Ingmar Nolte () and Winfried Pohlmeier ()

Journal of Applied Econometrics, 2011, vol. 26, issue 4, 669-707

Date: 2011
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Working Paper: An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics (2007) Downloads
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